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OCSL vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OCSL vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oaktree Specialty Lending Corporation (OCSL) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OCSL achieves a -3.83% return, which is significantly lower than TFLO's 1.59% return. Over the past 10 years, OCSL has outperformed TFLO with an annualized return of 7.74%, while TFLO has yielded a comparatively lower 2.37% annualized return.


OCSL

1D
-2.96%
1M
-8.45%
YTD
-3.83%
6M
-7.79%
1Y
-7.64%
3Y*
-3.06%
5Y*
0.64%
10Y*
7.74%

TFLO

1D
0.02%
1M
0.31%
YTD
1.59%
6M
1.92%
1Y
3.97%
3Y*
4.74%
5Y*
3.63%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCSL vs. TFLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCSL
Oaktree Specialty Lending Corporation
-3.83%-6.06%-15.15%11.25%3.74%44.99%11.00%38.74%-6.31%-1.09%
TFLO
iShares Treasury Floating Rate Bond ETF
1.59%4.22%5.34%5.12%1.99%-0.02%0.43%2.04%1.76%1.01%

Correlation

The correlation between OCSL and TFLO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

-0.03

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Return for Risk

OCSL vs. TFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OCSL
OCSL Risk / Return Rank: 2424
Overall Rank
OCSL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OCSL Sortino Ratio Rank: 2222
Sortino Ratio Rank
OCSL Omega Ratio Rank: 2323
Omega Ratio Rank
OCSL Calmar Ratio Rank: 2727
Calmar Ratio Rank
OCSL Martin Ratio Rank: 2424
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OCSL vs. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oaktree Specialty Lending Corporation (OCSL) and iShares Treasury Floating Rate Bond ETF (TFLO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


OCSLTFLODifference
Sharpe ratioReturn per unit of total volatility

-14.44

Sortino ratioReturn per unit of downside risk

-51.23

Omega ratioGain probability vs. loss probability

0.96

13.94

-12.98

Calmar ratioReturn relative to maximum drawdown

-0.39

201.22

-201.61

Martin ratioReturn relative to average drawdown

-0.86

823.26

-824.12

OCSL vs. TFLO - Sharpe Ratio Comparison

The current OCSL Sharpe Ratio is -0.36, which is lower than the TFLO Sharpe Ratio of 14.09. The chart below compares the historical Sharpe Ratios of OCSL and TFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OCSLTFLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

14.09

-14.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

10.30

-10.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

5.21

-4.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.99

-0.85

Drawdowns

OCSL vs. TFLO - Drawdown Comparison

The maximum OCSL drawdown since its inception was -59.52%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for OCSL and TFLO.


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Drawdown Indicators


OCSLTFLODifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-5.01%

-54.51%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-0.02%

-19.75%

Max Drawdown (3Y)

Largest decline over 3 years

-34.16%

-0.04%

-34.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.16%

-0.13%

-34.03%

Max Drawdown (10Y)

Largest decline over 10 years

-57.32%

-0.16%

-57.16%

Current Drawdown

Current decline from peak

-27.33%

0.00%

-27.33%

Average Drawdown

Average peak-to-trough decline

-16.42%

-0.10%

-16.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.92%

0.00%

+8.92%

Volatility

OCSL vs. TFLO - Volatility Comparison

Oaktree Specialty Lending Corporation (OCSL) has a higher volatility of 8.33% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that OCSL's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCSLTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

0.07%

+8.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.28%

0.20%

+17.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

0.28%

+21.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.87%

0.35%

+19.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.84%

0.46%

+26.38%

Dividends

OCSL vs. TFLO - Dividend Comparison

OCSL's dividend yield for the trailing twelve months is around 13.72%, more than TFLO's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
OCSL
Oaktree Specialty Lending Corporation
13.72%13.27%14.40%11.12%11.86%7.37%7.27%6.96%8.75%8.38%13.41%10.84%
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


OCSL and TFLO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OCSL has higher volatility (8.33%) compared to TFLO (0.07%). In terms of maximum drawdown, OCSL dropped -59.52% vs TFLO's -5.01%.

TFLO currently has the higher Sharpe Ratio (14.09 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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